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Yes, and it can be simpler to calculate it, but it tends to have worse theoretical properties. In particular, with log likelihood we can sum the scores for a se
by DavidSJ 3y ago
Yes, and it can be simpler to calculate it, but it tends to have worse theoretical properties. In particular, with log likelihood we can sum the scores for a sequence of conditional probability estimates and we get the same score as if it were a single estimate for a single compound random variable.
Brier score not only lacks this property, but you don't even necessarily maintain the ordering of such scores.